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9780471418054

Robust Statistics

by
  • ISBN13:

    9780471418054

  • ISBN10:

    0471418056

  • Format: Nonspecific Binding
  • Copyright: 2005-02-04
  • Publisher: Wiley Global Research (STMS)
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Summary

The first systematic, book-length treatment of the subject. Begins with a general introduction and the formal mathematical background behind qualitative and quantitative robustness. Stresses concepts. Provides selected numerical algorithms for computing robust estimates, as well as convergence proofs. Tables contain quantitative robustness information for a variety of estimates.

Author Biography

About the author PETER J. HUBER is Professor of Statistics at Harvard University, a position he has held since 1978. From 1964 to 1978 he was Professor of Statistics at ETH Zurich. Dr. Huber received his Ph.D. in mathematics from ETH Zurich in 1961.

Table of Contents

Generalities.
The Weak Topology and Its Metrization.
The Basic Types of Estimates.
Asymptotic Minimax Theory for Estimating a Location Parameter.
Scale Estimates.
Multiparameter Problems, In Particular Joint Estimation of Location and Scale.
Regression.
Robust Covariance and Correlation Matrices.
Rubustness of Design.
Exact Finite Sample Results.
Miscellaneous Topics.
Index.

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